Dataset on farmers’ perception of commodity futures market

Srinivasan, Sindhuja Namboori; Babu, M.; P.S, Shabi Shimny; Hariharan, C; Jayapal, Gayathri; Indhumathi, G.

doi:10.1016/j.dib.2022.108429

Cited by 2 publications

(2 citation statements)

References 7 publications

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“…At various time periods and frequency, commodity price indices considerably influenced the energy price indices (Kirikkaleli and Güngör, 2021). Farmers can protect themselves against unfavorable price changes in the future with the help of commodity futures market (Srinivasan et al, 2022). Only at the lower quantiles, throughout the same timeframes, does the volatility study reveal a strong bidirectional correlation among oil price volatility and renewable energy stock volatility (Hammoudeh et al, 2021).…”

Section: Introductionmentioning

confidence: 99%

Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices

Babu

Hariharan²,

Srinivasan³

et al. 2023

IJEEP

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The aim of the study was to investigate the presence of volatility among the Energy Indices of Asia Pacific Stock Markets. To test the volatility among the daily returns of Energy Indices of Asia Pacific Stock Markets, the study selected five sample Asian Pacific stock markets’ Energy Indices on the basis of availability of data. The findings of descriptive statistics and the ADF Test revealed, that the daily returns of the sample energy indices of Asian Pacific stock markets were not normally distributed and achieved stationarity at level difference, over the research period. Hence the data may be used for additional analysis. The data were then analysed, by using the GARCH (1,1) model to assess the considerable volatility of daily returns of sample energy indices and the study, which revealed that during the study period, all of the sample energy indices were volatile.

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Section: Introductionmentioning

confidence: 99%

Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices

Babu

Hariharan²,

Srinivasan³

et al. 2023

IJEEP

View full text Add to dashboard Cite

show abstract

“…In view of investors' unwillingness to invest in green projects, the introduction of the innovative financial instrument would greatly enhance the amount and value of investments in energy efficiency and renewable resources (Celic et al, 2022). The commodities futures market plays a vital role in minimizing price risk for investors (Srinivasan et al, 2022). While investing in the stock market, investors should pay close attention to daily market moves, especially during these kinds of macroeconomic events (Babu et al, 2019).…”

Section: Introductionmentioning

confidence: 99%

Dynamics of Volatility Spillover between Energy and Environmental, Social and Sustainable Indices

Babu

Lourdesraj

Hariharan³

et al. 2022

IJEEP

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The purpose of this research was to examine the dynamics of volatility spillover between energy and environmental, social, and sustainable indices. COVID19 prompted the research to select April 2019 to March 2022 as a sample period, and the respective data (Daily Prices) of the Nifty Energy and Nifty ESG indices were obtained from the National Stock Exchange of India Limited. The outcomes of the study confirmed that the daily returns of Nifty Energy and Nifty 100 ESG indices were not normally distributed and reached stationarity at level difference. Further, the study employed GARCH Models such as ARCH, GARCH (1,1), and GARCH-M to determine conditional volatility, and it validated the ARCH influence on the daily returns of the Nifty Energy and Nifty 100 ESG, during the study period

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Dataset on farmers’ perception of commodity futures market

Cited by 2 publications

References 7 publications

Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices

Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices

Dynamics of Volatility Spillover between Energy and Environmental, Social and Sustainable Indices

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